CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 1.0416 1.0326 -0.0090 -0.9% 1.0396
High 1.0416 1.0326 -0.0090 -0.9% 1.0563
Low 1.0340 1.0324 -0.0016 -0.2% 1.0318
Close 1.0369 1.0326 -0.0043 -0.4% 1.0444
Range 0.0076 0.0002 -0.0074 -97.4% 0.0245
ATR 0.0088 0.0085 -0.0003 -3.5% 0.0000
Volume 6 0 -6 -100.0% 54
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0331 1.0331 1.0327
R3 1.0329 1.0329 1.0327
R2 1.0327 1.0327 1.0326
R1 1.0327 1.0327 1.0326 1.0327
PP 1.0325 1.0325 1.0325 1.0326
S1 1.0325 1.0325 1.0326 1.0325
S2 1.0323 1.0323 1.0326
S3 1.0321 1.0323 1.0325
S4 1.0319 1.0321 1.0325
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1177 1.1055 1.0579
R3 1.0932 1.0810 1.0511
R2 1.0687 1.0687 1.0489
R1 1.0565 1.0565 1.0466 1.0626
PP 1.0442 1.0442 1.0442 1.0472
S1 1.0320 1.0320 1.0422 1.0381
S2 1.0197 1.0197 1.0399
S3 0.9952 1.0075 1.0377
S4 0.9707 0.9830 1.0309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0563 1.0318 0.0245 2.4% 0.0099 1.0% 3% False False 12
10 1.0563 1.0250 0.0313 3.0% 0.0076 0.7% 24% False False 6
20 1.0681 1.0250 0.0431 4.2% 0.0056 0.5% 18% False False 3
40 1.0820 1.0193 0.0627 6.1% 0.0038 0.4% 21% False False 1
60 1.0930 1.0193 0.0737 7.1% 0.0029 0.3% 18% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0335
2.618 1.0331
1.618 1.0329
1.000 1.0328
0.618 1.0327
HIGH 1.0326
0.618 1.0325
0.500 1.0325
0.382 1.0325
LOW 1.0324
0.618 1.0323
1.000 1.0322
1.618 1.0321
2.618 1.0319
4.250 1.0316
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 1.0326 1.0444
PP 1.0325 1.0404
S1 1.0325 1.0365

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These figures are updated between 7pm and 10pm EST after a trading day.

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